Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275127.4385 | 85257.5725 | 189869.8659 | -57439.3967 | -23760.8703 | -33678.5264 |
Total P&L (%) | 275.1274 | 85.2576 | 189.8699 | -57.4394 | -23.7609 | -33.6785 |
Avg Daily Profit (%) | 0.1663 | 0.0515 | 0.1148 | -0.0516 | -0.0164 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216716 | -104865 | -145559 | -277465 | -140581 | -242523 |
Profit Factor | 1.4075 | 1.2362 | 1.6042 | 0.9315 | 0.9383 | 0.9256 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 66.6667 | 60.4651 | 72.7273 | 66.6667 | 60.4651 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.7037 | 0.8083 | 0.6016 | 0.4657 | 0.6135 | 0.3471 |
Largest Winning Trade | 79275 | 79275 | 40687 | 67447 | 67447 | 61983 |
Largest Losing Trade | -82778 | -55272 | -82778 | -171909 | -107991 | -171909 |
Avg Bars in Trades | 110 | 101 | 120 | 110 | 101 | 120 |
Avg Bars in Winners | 83 | 57 | 105 | 83 | 57 | 105 |
Avg Bars in Losers | 164 | 168 | 159 | 164 | 168 | 159 |
Bars Traded | 9642 | 4345 | 5297 | 9642 | 4345 | 5297 |
Profit Streak | 64.7865 | 89.9532 | 64.7865 | 64.7865 | 89.9532 | 64.7865 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382589 | -123302 | -35144 | -576557 | -578009 | -576387 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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